Linear Optimization

URL study guide

https://tue.osiris-student.nl/onderwijscatalogus/extern/cursus?cursuscode=2WO20&collegejaar=2025&taal=en

Omschrijving

week 1: Introduction, applications; Separation Theorem for convex sets, Farkas' Lemma
week 2: LP duality; Polyhedra and polytopes
week 3: Simplex algorithm
week 4: Integer linear optimization, diophantine linear equations
week 5: TU matrices, Ford-Fulkerson Theorem.
week 6: Convex functions and semidefinite matrices
week 7: Lagrange duality, sketch of the interior point method

Doelstellingen

Insight into the basic theory of linear optimization; Farkas' Lemma and the LP duality theorem; understanding of the simplex algorithm, ability to execute this algorithm; understanding of the structure of polyhedra and polytopes; understanding of network optimization; ability to solve LP-problems using a computer; ability to handle a modestly sized modeling assignment in the field of optimization.

Beoordelingsmethode

Written examination